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Stock options and credit default swaps : a joint framework for valuation and estimation
Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 8 (2010) 4, pp. 409-449
Persistent link: https://www.econbiz.de/10008665748
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Variance swaps on time-changed Lévy processes
Carr, Peter; Lee, Roger; Wu, Liuren - In: Finance and stochastics 16 (2012) 2, pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
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The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel; Leipold, Markus; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
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A simple robust link between American puts and credit protection
Carr, Peter; Wu, Liuren - In: The review of financial studies 24 (2011) 2, pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
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Uncovered interest-rate parity over the past two centuries
Lothian, James R.; Wu, Liuren - In: Journal of international money and finance 30 (2011) 3, pp. 448-473
Persistent link: https://www.econbiz.de/10009268834
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Equity trading in the fast lane : the staccato alternative
Schwartz, Robert A.; Wu, Liuren - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 3-6
Persistent link: https://www.econbiz.de/10009750778
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Dynamic interactions between interest-rate and credit risk : theory and evidence on the credit default swap term structure
Chen, Ren-Raw; Cheng, Xiaolin; Wu, Liuren - In: Review of finance : journal of the European Finance … 17 (2013) 1, pp. 403-441
Persistent link: https://www.econbiz.de/10009715216
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Aggregating information in option transactions
Holowczak, Richard; Hu, Jianfeng; Wu, Liuren - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 9-23
Persistent link: https://www.econbiz.de/10010387689
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Predictability of interest rates and interest-rate portfolios
Bali, Turan; Heidari, Massoud; Wu, Liuren - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 517-527
Persistent link: https://www.econbiz.de/10003913431
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Market anticipation of Fed policy changes and the term structure of interest rates
Heidari, Massoud; Wu, Liuren - In: Review of finance : journal of the European Finance … 14 (2010) 2, pp. 313-342
Persistent link: https://www.econbiz.de/10003989558